+129.5%
TLT vs AEIS
+1,513.4%
-1,384.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.5% | -4.4% | +0.3% |
| 7D | -1.0% | +9.5% | -10.5% | -0.5% |
| 30D | +4.1% | -17.5% | +21.6% | +3.3% |
| 3M | -0.4% | -29.3% | +28.9% | -1.7% |
| 6M | -3.2% | -34.7% | +31.6% | -4.6% |
| YTD | -3.5% | +10.7% | -14.2% | -1.8% |
| 1Y | -5.8% | +7.4% | -13.2% | -4.2% |
| 3Y | +4.6% | +161.1% | -156.5% | +13.1% |
| 5Y | -34.4% | +150.7% | -185.1% | -28.6% |
| 10Y | -11.4% | +360.8% | -372.3% | +4.5% |
| All | +129.5% | +1,513.4% | -1,384.0% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling